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~isPartOf:"Finance research letters"
~isPartOf:"IMF working paper"
~isPartOf:"Journal of international money and finance"
~person:"Caporale, Guglielmo Maria"
~person:"Eraslan, Sercan"
~subject:"ARCH-Modell"
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Caporale, Guglielmo Maria
Eraslan, Sercan
Lucey, Brian M.
4
Luo, Xingguo
4
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4
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ECONIS (ZBW)
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Exchange rate uncertainty and international portfolio flows : a multivariate GARCH-in-mean approach
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Nicola
- In:
Journal of international money and finance
54
(
2015
),
pp. 70-92
Persistent link: https://www.econbiz.de/10011476078
Saved in:
2
Assessing the CNH-CNY pricing differential : role of fundamentals, contagion and policy
Funke, Michael
;
Shu, Chang
;
Cheng, Xiaoqiang
;
Eraslan, …
- In:
Journal of international money and finance
59
(
2015
),
pp. 245-262
Persistent link: https://www.econbiz.de/10011478339
Saved in:
3
Macro news and exchange rates in the BRICS
Caporale, Guglielmo Maria
;
Spagnolo, Fabio
;
Spagnolo, Nicola
- In:
Finance research letters
21
(
2017
),
pp. 140-143
Persistent link: https://www.econbiz.de/10011807527
Saved in:
4
International portfolio flows and exchange rate volatility in emerging Asian markets
Caporale, Guglielmo Maria
;
Ali, Faek Menla
;
Spagnolo, Fabio
- In:
Journal of international money and finance
76
(
2017
),
pp. 1-15
Persistent link: https://www.econbiz.de/10011788040
Saved in:
5
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
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